CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0015 |
2.0028 |
0.0013 |
0.1% |
1.9911 |
| High |
2.0038 |
2.0048 |
0.0010 |
0.0% |
2.0072 |
| Low |
1.9990 |
2.0010 |
0.0020 |
0.1% |
1.9880 |
| Close |
2.0013 |
2.0029 |
0.0016 |
0.1% |
2.0029 |
| Range |
0.0048 |
0.0038 |
-0.0010 |
-20.8% |
0.0192 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
67,703 |
64,232 |
-3,471 |
-5.1% |
374,750 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0143 |
2.0124 |
2.0050 |
|
| R3 |
2.0105 |
2.0086 |
2.0039 |
|
| R2 |
2.0067 |
2.0067 |
2.0036 |
|
| R1 |
2.0048 |
2.0048 |
2.0032 |
2.0058 |
| PP |
2.0029 |
2.0029 |
2.0029 |
2.0034 |
| S1 |
2.0010 |
2.0010 |
2.0026 |
2.0020 |
| S2 |
1.9991 |
1.9991 |
2.0022 |
|
| S3 |
1.9953 |
1.9972 |
2.0019 |
|
| S4 |
1.9915 |
1.9934 |
2.0008 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0570 |
2.0491 |
2.0135 |
|
| R3 |
2.0378 |
2.0299 |
2.0082 |
|
| R2 |
2.0186 |
2.0186 |
2.0064 |
|
| R1 |
2.0107 |
2.0107 |
2.0047 |
2.0147 |
| PP |
1.9994 |
1.9994 |
1.9994 |
2.0013 |
| S1 |
1.9915 |
1.9915 |
2.0011 |
1.9955 |
| S2 |
1.9802 |
1.9802 |
1.9994 |
|
| S3 |
1.9610 |
1.9723 |
1.9976 |
|
| S4 |
1.9418 |
1.9531 |
1.9923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0072 |
1.9880 |
0.0192 |
1.0% |
0.0048 |
0.2% |
78% |
False |
False |
74,950 |
| 10 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0054 |
0.3% |
91% |
False |
False |
57,832 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0063 |
0.3% |
92% |
False |
False |
66,662 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0065 |
0.3% |
95% |
False |
False |
50,939 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0050 |
0.2% |
95% |
False |
False |
34,079 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0040 |
0.2% |
95% |
False |
False |
25,612 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0032 |
0.2% |
95% |
False |
False |
20,499 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0028 |
0.1% |
96% |
False |
False |
17,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0210 |
|
2.618 |
2.0147 |
|
1.618 |
2.0109 |
|
1.000 |
2.0086 |
|
0.618 |
2.0071 |
|
HIGH |
2.0048 |
|
0.618 |
2.0033 |
|
0.500 |
2.0029 |
|
0.382 |
2.0025 |
|
LOW |
2.0010 |
|
0.618 |
1.9987 |
|
1.000 |
1.9972 |
|
1.618 |
1.9949 |
|
2.618 |
1.9911 |
|
4.250 |
1.9849 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0029 |
2.0029 |
| PP |
2.0029 |
2.0029 |
| S1 |
2.0029 |
2.0029 |
|